-29.4%
ARKK vs TPR
+225.0%
-254.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | 0.0% |
| 7D | +1.4% | -7.3% | +8.7% | +5.6% |
| 30D | +5.1% | -30.7% | +35.9% | +26.4% |
| 3M | +12.7% | -21.6% | +34.4% | +25.5% |
| 6M | +13.8% | -21.3% | +35.2% | +25.0% |
| YTD | +9.9% | -10.2% | +20.1% | +10.2% |
| 1Y | +10.4% | +9.5% | +0.9% | -2.9% |
| 3Y | +93.6% | +280.8% | -187.2% | -30.9% |
| 5Y | -29.4% | +218.7% | -248.1% | -74.1% |
| All | -29.4% | +225.0% | -254.3% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling